topic Re: saving White standard errors in SAS Procedures

saving White standard errors

chill4lsu — Wed, 01 May 2019 16:12:02 GMT

i am running a simulation and want to save the white standard errors by sample. Is there an outest option for that?

proc reg data=appx8_e outest=robols_est outseb;
hc1:model y = x2 x3/hcc hccmethod=1;
by sample;
run;

Thanks.

Re: saving White standard errors

PeterClemmensen — Wed, 01 May 2019 16:21:50 GMT

Hi and welcome to the SAS Communities. I don't think there is an outest option to do that. However, you can fetch any underlying data from your procedure output with an ODS OUTPUT Statement.

Re: saving White standard errors

chill4lsu — Wed, 01 May 2019 16:27:17 GMT

Thank you. I will try that. My objective is to further process in SAS the output from 1000 samples. Data management is not one of my skills 😞

Re: saving White standard errors

PeterClemmensen — Wed, 01 May 2019 16:49:28 GMT

Ok. If you want the names of the output 'blocks' that PROC REG produces, simply put

ods trace on;

before your code, and read the name of the relevant output in the log. Then use that name in the ODS OUTPUT Statement to get the underlying data.

Hope this helps. Otherwise, feel free to ask further 🙂